Usage
locally_iid_EM(Y, A, lambda0, phi0 = NULL, c = 2, maxiter = 1000, tol = 1e-06, epsilon = 0.01, method = "L-BFGS-B", checkActive = FALSE)
Arguments
Y
matrix (h x k) of observations in local window;
columns correspond to OD flows, and rows are individual
observations
A
routing matrix (m x k) for network being
analyzed
lambda0
initial vector of values (length k) for
lambda; ipfp
is a good way to obtain this
phi0
initial value for covariance scale phi;
initializes automatically using phi_init
if NULL,
but you can likely do better
c
power parameter in model of Cao et al. (2000)
maxiter
maximum number of EM iterations to run
tol
tolerance (in relative change in Q function
value) for stopping EM iterations
epsilon
numeric nugget to add to diagonal of
covariance for numerical stability
method
optimization method to use (in optim
calls)
checkActive
logical check for deterministically
known OD flows